Journal of Futures Markets

Cover image for Journal of Futures Markets

July 2002

Volume 22, Issue 7

Pages 601–696

    1. Pricing options using implied trees: Evidence from FTSE-100 options (pages 601–626)

      Kian Guan Lim and Da Zhi

      Article first published online: 3 MAY 2002 | DOI: 10.1002/fut.10019

    2. The realized volatility of FTSE-100 futures prices (pages 627–648)

      Nelson M. P. C. Areal and Stephen J. Taylor

      Article first published online: 3 MAY 2002 | DOI: 10.1002/fut.10018

    3. Index futures leadership, basis behavior, and trader selectivity (pages 649–677)

      Arjun Chatrath, Rohan Christie-David, Kanwalroop K. Dhanda and Timothy W. Koch

      Article first published online: 3 MAY 2002 | DOI: 10.1002/fut.10026

    4. What moves German Bund futures contracts on the Eurex? (pages 679–696)

      Hee-Joon Ahn, Jun Cai and Yan-Leung Cheung

      Article first published online: 3 MAY 2002 | DOI: 10.1002/fut.10027

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